+47.9%
SW vs FND
-36.7%
+84.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.3% | +7.7% | -5.4% | -1.1% |
| 30D | +6.8% | +11.9% | -5.1% | +1.4% |
| 3M | -5.2% | -14.6% | +9.4% | +0.7% |
| 6M | +7.4% | +0.5% | +7.0% | +5.9% |
| YTD | +17.4% | -15.8% | +33.2% | +23.2% |
| 1Y | +27.1% | -12.9% | +40.0% | +31.4% |
| 3Y | +47.9% | -34.2% | +82.0% | +55.0% |
| All | +47.9% | -36.7% | +84.6% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling